Anic Equity¶

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Total return since start: 0.734 %¶

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Equity now: -----------------------------> 52957.97 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 34990.38 Kr¶

PnL: ---------------------------------------> -128.84 Kr¶

DD now: ---------------------------------> -0.306 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 17:20:43.183004'

Anic Portfolio¶

This Week¶

Return: -0.199 %¶

Total¶

Return: 73.38 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
New Wave B 20 1.870000 3918.000000 12.000000 0.310000 3906.000000
Humana 40 2.770000 682.400000 10.400000 1.550000 672.000000
BHG Group 49 -2.240000 641.900000 4.410000 0.690000 637.490000
SynAct Pharma 9 2.430000 646.200000 3.600000 0.560000 642.600000
Indutrade 5 0.730000 1318.500000 1.500000 0.110000 1317.000000
Lundin Gold 7 1.020000 973.000000 1.400000 0.140000 971.600000
Addtech B 3 2.010000 699.000000 0.600000 0.090000 698.400000
Creades A 7 1.100000 609.000000 0.350000 0.060000 608.650000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Latour B 2 0.520000 448.100000 -0.300000 -0.070000 448.400000
NCC B 7 1.030000 651.350000 -0.350000 -0.050000 651.700000
Vitrolife 3 -0.620000 674.400000 -0.600000 -0.090000 675.000000
BONESUPPORT HOLDING 10 1.160000 1220.000000 -1.000000 -0.080000 1221.000000
Xvivo Perfusion 3 -0.710000 841.500000 -1.500000 -0.180000 843.000000
Biotage 4 -0.400000 599.200000 -1.600000 -0.270000 600.800000
SCA A 4 -1.060000 596.800000 -1.600000 -0.270000 598.400000
Balco Group 39 -0.520000 1868.100000 -1.950000 -0.100000 1870.050000
Sampo Oyj SDB 1 -0.200000 502.000000 -2.000000 -0.400000 504.000000
Ambea 68 2.310000 2528.240000 -2.720000 -0.110000 2530.960000
Sdiptech B 3 1.340000 815.400000 -4.800000 -0.590000 820.200000
Fortnox 10 -1.320000 660.000000 -5.600000 -0.840000 665.600000
Embracer Group B 26 0.940000 653.640000 -5.980000 -0.910000 659.620000
Investor A 16 -0.500000 3529.600000 -6.400000 -0.180000 3536.000000
Volati 5 0.530000 565.000000 -8.000000 -1.400000 573.000000
Eastnine 6 -0.560000 644.400000 -10.800000 -1.650000 655.200000
Lime Technologies 2 3.960000 577.000000 -15.000000 -2.530000 592.000000
NCC A 6 -2.420000 579.600000 -18.000000 -3.010000 597.600000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 34993.080000 -126.140000 -0.3006% 35119.220000

Updated:¶

'2023-06-07 17:19:50.007605'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶